To find the volume of a solid, slice the solid into thin pieces. If a piece has cross-sectional area $A(x)$ and thickness $\Delta x$, then it has approximate volume $A(x) \Delta x$. Adding up the volumes of the pieces and taking a limit as we slice finer and finer, we get
$$ \hbox{Volume} = \int_a^b A(x)\, dx$$
where $a$ and $b$ are the $x$-values of the leftmost and rightmost slices.
Of course, we could also slice horizontally or front-back, in which case we would integrate $A(z)\,dz$ or $A(y)\,dy$.